The performance of commodity trading advisors: A mean-variance-ratio test approach

• Main Authors: Bai, Z., Phoon, K.F., Wang, K., Wong, W.-K.
• Other Authors: STATISTICS & APPLIED PROBABILITY
• Format: Article
• Published: 2014
• Subjects: Fund management; Hypothesis testing; Sharpe ratio; Uniformly most powerful unbiased test
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/105427
• Institution: National University of Singapore

10.1016/j.najef.2012.06.010